+342.0%
DIA vs BURL
+987.9%
-646.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BURL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.9% | -0.6% | -3.0% |
| 7D | -1.6% | +3.5% | -5.1% | -2.3% |
| 30D | 0.0% | -9.3% | +9.2% | +1.7% |
| 3M | -4.9% | -32.1% | +27.2% | +1.8% |
| 6M | +5.0% | -19.8% | +24.9% | +8.5% |
| YTD | +8.2% | -13.2% | +21.4% | +9.8% |
| 1Y | +10.3% | -7.8% | +18.1% | +10.2% |
| 3Y | +58.4% | +89.3% | -31.0% | +33.3% |
| 5Y | +54.3% | -15.8% | +70.2% | +47.9% |
| 10Y | +248.6% | +262.2% | -13.6% | +153.3% |
| All | +342.0% | +987.9% | -646.0% | +192.7% |
Cumulative growth
Daily Returns
Daily percentage return beside BURL.
Daily Out/Under-Performance
Portfolio return minus BURL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BURL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded BURL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling